Question
Consider the following information: A call and a put option have a strike price of $22.95, the call premium is $1.16, the risk-free rate is
Consider the following information: A call and a put option have a strike price of $22.95, the call premium is $1.16, the risk-free rate is 2.06% and the underlying is currently valued at $23.02. Calculate the put premium that would avoid any arbitrage opportunities.
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Option Volatility And Pricing Advanced Trading Strategies And Techniques
Authors: Sheldon Natenberg
2nd Edition
0071818774, 978-0071818773
